This is Tale # 3 from "Contes Immoraux" aka "Immoral Tales" (1974). The third story is a re-telling of the case of Elizabeth Bathory, from the study of surrealist poet Valentine Penrose.
Erzsébeth Báthory de Ecsed, was a 16th century countess of Hungary. She and four collaborators were accused of torturing and killing hundreds of girls, with one witness attributing to them over 650 victims, though the number for which they were convicted was 80. Elizabeth herself was neither tried nor convicted. In 1610, she was imprisoned in the Csejte Castle, now in Slovakia and known as Cachtice, where she remained bricked in a set of rooms until her death four years later. Legend has it, that she bathed in the blood of young virgins to retain her youth.